HSBC WAR. CALL 01/27 AMZ/ DE000HS3XBY4 /
| 06/09/2024 11:36:22 | Chg.-0.1000 | Bid12:02:30 | Ask12:02:30 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.4300EUR | -3.95% | 2.4100 Bid Size: 150,000 |
2.4300 Ask Size: 150,000 |
Amazon.com Inc | 220.00 USD | 15/01/2027 | Call |
Master data
| WKN: | HS3XBY |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Amazon.com Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 USD |
| Maturity: | 15/01/2027 |
| Issue date: | 28/12/2023 |
| Last trading day: | 14/01/2027 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.30 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.67 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.25 |
| Parity: | -3.79 |
| Time value: | 2.54 |
| Break-even: | 223.40 |
| Moneyness: | 0.81 |
| Premium: | 0.40 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.01 |
| Spread %: | 0.40% |
| Delta: | 0.51 |
| Theta: | -0.02 |
| Omega: | 3.19 |
| Rho: | 1.31 |
Quote data
| Open: | 2.4900 |
|---|---|
| High: | 2.4900 |
| Low: | 2.4300 |
| Previous Close: | 2.5300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.19% | ||
|---|---|---|---|
| 1 Month | +17.96% | ||
| 3 Months | -23.10% | ||
| YTD | +24.62% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.5400 | 2.3400 |
|---|---|---|
| 1M High / 1M Low: | 2.6200 | 2.0200 |
| 6M High / 6M Low: | 4.2200 | 1.9900 |
| High (YTD): | 02/07/2024 | 4.2200 |
| Low (YTD): | 05/01/2024 | 1.6200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.4800 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.3543 | |
| Avg. volume 1M: | 36.0870 | |
| Avg. price 6M: | 3.1309 | |
| Avg. volume 6M: | 54.4496 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 94.75% | |
| Volatility 6M: | 82.20% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
